+901.8%
WULF vs ALB
-29.2%
+931.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -2.6% |
| 7D | +15.6% | -8.6% | +24.2% | +20.9% |
| 30D | +5.7% | -4.0% | +9.8% | +6.9% |
| 3M | -32.3% | -17.4% | -14.9% | -26.1% |
| 6M | +23.7% | -25.4% | +49.1% | +38.5% |
| YTD | +49.1% | -10.5% | +59.6% | +50.6% |
| 1Y | +66.3% | +75.8% | -9.5% | +11.3% |
| All | +901.8% | -29.2% | +931.0% | +1,194.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling